Grace Millane disappearance: Where could she be?

Missing 22-year-old Grace Millane might just be "having a good time" on her OE and not noticed she's been reported missing, a private investigator says.

Ms Millane arrived in New Zealand alone in November after a six-week guided tour through South America.

Police say the last time she was seen was in CCTV footage near SkyCity in Auckland around 7:15pm on Saturday night.

Private investigators Newshub spoke to said it was likely police were leaving no stone unturned trying to find her. They said disappearances like Ms Millane's can happen, usually if the missing person had forgotten to check in with family for some reason.

"In the last two months we've investigated two situations where people overseas have travelled over to New Zealand, and they have just wanted to get away from their family and we've actually tracked them down," investigator Ron McQuilter said.

"None of them had not used bank cards or phones or whatever, so that's where the concern would come in."

Grace Millane disappearance: Where could she be?
Photo credit: Newshub
Grace Millane.
Grace Millane. Photo credit: Facebook

Her family told Newshub that Ms Millane had been in quite close contact with them, and it was very out of character for her to go silent.

"It's really unusual for Gracie," her brother Michael Millane told Newshub on Thursday. "As a family we've spoke every day to each other just via Whatsapp, just about the usual conversation."

More than 25 police officers have been assigned to the investigation and officers are currently combing through CCTV footage for any sign of Ms Millane.

Private investigator Mark Templeman said police will also try to build a profile of Ms Millane and what she was doing before she disappeared.

"They would be looking to break down associations that she's made, can do that through her phone and texting," he said.

"They'll probably visit and speak to people that they know she's associated with since coming to New Zealand, try to build up a... sort of lifestyle picture of what things are of interest to her, that sort of thing, whether she's arranged to  meet people."

A CCTV photo of Grace Millane.
A CCTV photo of Grace Millane. Photo credit: Supplied/NZ Police

Ms Millane's father has now arrived in New Zealand to meet with the police. He will speak to media on Friday afternoon.

Both private investigators said the police would likely be robust in their investigation.

"I know that Det Insp Scott Beard is looking after it - he's a very competent police officer so the police will be doing everything possible, they'll be pulling out all the stops," Mr McQuilter said. "There will be no stone unturned."

The longer the search for Ms Millane goes on the more concerning it becomes, but Mr McQuilter has hope she will be found.

"Foul play obviously [could cause a disappearance like this], but here's hoping that this lady has just taken off with some people and having a good time and didn't realise that there's this big search looking for her.

"The family will be at their wits' end, they'll be hoping and praying that she turns up safe and sound. I'm sure the police will get to the bottom of it, I have no doubt whatsoever."

Anyone with information about the disappearance is asked to contact the investigation team on (09) 302 6970.

Newshub.